Descriptive statistics of d parameter (stock prices and search trends)
| d parameter | |||||
|---|---|---|---|---|---|
| Stock prices and search trends | Average | Max | Min | SD | % of firms for which breakpoint is significant |
| 19 May 2004 | 0.49392 | 1 | 0.10417 | 0.18225 | 23 |
| 14 September 2005 | 0.44578 | 1 | 0.06872 | 0.15571 | 23 |
| 18 September 2006 | 0.47121 | 1 | 0.10448 | 0.12587 | 27 |
| 25 September 2007 | 0.46143 | 1 | 0.10986 | 0.12631 | 10 |
| 22 September 2008 | 0.47430 | 1 | 0.28052 | 0.11060 | 27 |
| 21 September 2009 | 0.43793 | 1 | 0.11966 | 0.13899 | 10 |
| 20 September 2010 | 0.45600 | 1 | 0.25088 | 0.12350 | 3 |
| 14 September 2011 | 0.45771 | 1 | 0.21639 | 0.12739 | 10 |
| 12 September 2012 | 0.45203 | 1 | 0.10607 | 0.17839 | 23 |
| 12 September 2013 | 0.45602 | 1 | 0.06908 | 0.18306 | 23 |
| 15 October 2014 | 0.43234 | 1 | 0.11148 | 0.14640 | 20 |
| Stock prices and search trends | Average | Max | Min | SD | % of firms for which breakpoint is significant |
|---|---|---|---|---|---|
| 19 May 2004 | 0.49392 | 1 | 0.10417 | 0.18225 | 23 |
| 14 September 2005 | 0.44578 | 1 | 0.06872 | 0.15571 | 23 |
| 18 September 2006 | 0.47121 | 1 | 0.10448 | 0.12587 | 27 |
| 25 September 2007 | 0.46143 | 1 | 0.10986 | 0.12631 | 10 |
| 22 September 2008 | 0.47430 | 1 | 0.28052 | 0.11060 | 27 |
| 21 September 2009 | 0.43793 | 1 | 0.11966 | 0.13899 | 10 |
| 20 September 2010 | 0.45600 | 1 | 0.25088 | 0.12350 | 3 |
| 14 September 2011 | 0.45771 | 1 | 0.21639 | 0.12739 | 10 |
| 12 September 2012 | 0.45203 | 1 | 0.10607 | 0.17839 | 23 |
| 12 September 2013 | 0.45602 | 1 | 0.06908 | 0.18306 | 23 |
| 15 October 2014 | 0.43234 | 1 | 0.11148 | 0.14640 | 20 |